Described here are angioplasty balloon devices for generating shock waves to break up calcified plaques along a length of a vessel and methods of making such devices. Generally, the devices may be used in angioplasty and/or valvuloplasty procedures, but may alternatively be used in other applications. In some variations, the device may include an elongate member, a plurality of electrode assemblies, and at least one tubular sleeve interposed between adjacent or neighboring electrode assemblies that form a continuous outer profile between the electrode assemblies. These devices may have a smooth, continuous outer profile without substantial profile transitions and/or may have stiffening sections between electrode assemblies.